That's an indication that the problem is a problem that is not well-served by a neural network. They are useful for approximating highly nonlinear functions with lots of inputs (and will not work well outside the range of inputs that you approximate within), not simple linear systems. The goal of recent ML has been to reduce as many problems to high dimensional highly nonlinear curve fitting as possible, with some great successes (machine translation, image recognition) and some not so great (shhhhh don't tell the investors!)
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